Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Tactical Asset Allocation Moderate | NA | 23.73% | 3.62% | 6.44% | 5.45% | 6.75% | 9.01% | 10.63% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core Asset Mutual Funds Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.10 | 23.73 | 3.62 | 6.44 | 5.45 | 6.75 | 9.01 | 10.63 | NA | 10.67 | 15.39 | -19.13 | 15.85 | 6.90 | 11.50 | -4.69 | 17.92 | 6.08 | -4.41 | 6.63 | 14.29 | 7.92 | -0.42 | 15.78 | 28.49 | 1.13 | 20.07 | 20.48 | 11.56 | 15.65 | 43.48 | 7.18 | 6.22 |
| Sharpe Ratio | NA | 0.74 | 0.04 | 0.36 | 0.38 | NA | NA | 0.95 | 0.22 | 0.46 | 1.05 | -1.26 | 1.72 | 0.79 | 1.97 | -0.82 | 3.71 | 0.92 | -0.65 | 1.01 | 1.89 | 1.12 | -0.04 | 1.16 | 2.69 | 0.02 | 1.31 | 1.76 | 1.23 | 1.53 | 7.25 | 0.98 | 0.88 |
| Standard Deviation(%) | NA | 8.73 | 12.14 | 11.04 | 9.01 | NA | NA | 9.17 | 8.64 | 8.90 | 10.60 | 16.33 | 9.20 | 8.44 | 5.12 | 7.32 | 4.67 | 6.39 | 6.82 | 6.53 | 7.54 | 7.05 | 12.38 | 13.58 | 10.56 | 10.26 | 13.08 | 9.78 | 7.64 | 9.59 | 5.90 | 6.18 | 4.43 |
| Draw Down(%) | NA | 5.77 | 20.52 | 24.01 | 24.01 | NA | NA | 24.01 | 2.10 | 5.40 | 10.10 | 23.99 | 4.88 | 11.21 | 2.85 | 11.18 | 1.73 | 5.20 | 9.91 | 5.32 | 8.40 | 7.44 | 12.96 | 10.08 | 4.30 | 12.14 | 10.65 | 11.86 | 6.25 | 13.38 | 1.89 | 8.14 | 4.00 |
| Yield(%) | NA | 3.61 | 3.15 | 2.92 | 3.03 | NA | NA | 4.12 | NA | 0.83 | 3.71 | 2.74 | 2.32 | 2.09 | 3.27 | 2.62 | 3.42 | 2.51 | 3.20 | 4.29 | 3.59 | 5.20 | 3.27 | 4.24 | 6.67 | 5.35 | 3.79 | 3.93 | 3.25 | 4.77 | 7.02 | 5.51 | 7.15 |
Data as of 11/29/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Tactical Asset Allocation Moderate |
-0.52%
Sep 2019 - Sep 2022 |
0.99%
Sep 2017 - Sep 2022 |
3.32%
Oct 2013 - Oct 2023 |
6.01%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core Asset Mutual Funds Tactical Asset Allocation Moderate |
24.01%
Jan 2003 - Jan 2006 |
22.91%
Oct 2002 - Oct 2007 |
17.29%
Apr 2001 - Apr 2011 |
13.19%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart